Profile of Dr. habil. Jörg Wenzel

Fields of Activity / Competences

• Multi-criteria Portfolio Optimization
• Monte-Carlo methods, especially Multilevel and Markov chain
• Validation models and algorithms for structured products and derivatives 
• Modeling and simulation of pension products

Publications

• Pietsch, A.; Wenzel, J.:
  Orthonormal systems and Banach space geometry.
  Cambridge University Press, S. 563 (1998).